Version: 91.1

\[\\[.0005in]\] PARAMETERS OPTIMIZED
Minimum.profit.take and Percent.price.extention.to.re.enter

BEST PARAMETERS
Minimum.profit.take = 0.3
Percent.price.extention.to.re.enter = 45
Profit account= 108 (per day adjusted to desire% DD )
Activity = 1.83 (Cumulative number of entries in all pairs per week)
Desire DD = 10

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Profit per day standardized to the desire percent dropdown
Exclude pairs that when standardized to DD enter with less than $1,000 and pairs that fail to enter once a week



Capping pairs profit per day standardized to a desire percent dropdown
The figure below is like the one above but capping the profits of all pairs to a traget of 1%, this avoids biasing the summary results of an account when only a handful of pairs yield very large profits. This figure basically trying to provide a sense of the extent to which the strategy is profitable across pairs.



Comparison to prior optimizations of this robot. Double click on the plot to deselect all columns.



Number of pairs that meet 1% profit target



Results for Minimum.profit.take = 0.3 and Percent.price.extention.to.re.enter = 45

Best parameters
Profit nDays MaxDDMoney nLostEntries nEntries nWinTrades PercDD X Y Pair DDAccount DD3Perc MoneyEntryAdjusted ProfitAt3Perc ProfitStan3PercDay PercentDaysActive FailByAmount
257 37482.89 868.96 4965.66 4 246 197 -16.6 0.3 45 XAUUSD 16.552200 60.414930 18124.479 22645.262 26.060189 0.2830970 No
185 10276.59 853.83 1719.70 3 100 80 -5.7 0.3 45 USDCAD 5.732333 174.449032 52334.710 17927.412 20.996465 0.1171193 No
137 18281.24 848.04 4256.49 3 149 121 -14.2 0.3 45 GBPUSD 14.188300 70.480607 21144.182 12884.729 15.193539 0.1756993 No
41 6846.93 831.78 1823.97 3 65 55 -6.1 0.3 45 EURGBP 6.079900 164.476389 49342.917 11261.583 13.539137 0.0781457 No
113 19285.47 866.45 6188.67 3 171 132 -20.6 0.3 45 GBPJPY 20.628900 48.475682 14542.705 9348.763 10.789732 0.1973570 No
17 21250.23 864.46 13665.51 3 174 147 -45.6 0.3 45 AUDUSD 45.551700 21.953077 6585.923 4665.079 5.396524 0.2012817 No
161 27245.86 864.71 18098.49 4 186 154 -60.3 0.3 45 NZDUSD 60.328300 16.575968 4972.791 4516.265 5.222867 0.2151010 No
233 22921.24 871.03 24341.06 4 136 106 -81.1 0.3 45 USDJPY 81.136867 12.324854 3697.456 2825.009 3.243297 0.1561370 No
209 15819.92 864.54 18586.85 4 116 87 -62.0 0.3 45 USDCHF 61.956167 16.140443 4842.133 2553.405 2.953484 0.1341754 No
89 65190.63 822.79 88699.90 6 103 75 -295.7 0.3 45 EURUSD 295.666333 3.382191 1014.657 2204.872 2.679750 0.1251838 No
65 25878.00 871.90 42860.15 5 152 114 -142.9 0.3 45 EURJPY 142.867167 6.999509 2099.853 1811.333 2.077455 0.1743319 No

Results by pair

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Results by pair capped to desired 1% profit
This is the same as above, but caps pairs to max desire profit to avoid visual bias by pairs with very lage profits

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Results within desire DD, top 5 with most winning trades, and ranked by Profit per day at desire DD
One is in the search of a unique combination of parameters that can be used across forex pairs; the reality is, however, that they represent countries with vast differences in economic power, which can cause specific patterns within certain pairs, thus, in most likelihoods parameters are specific to each forex pair. Here I show the best results for each pair.

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Default parameters
Parameter Value
3 Name.for.robot CloseBackBBPPO
4 Source close
5 Starting.account.balance 30 000
6 Enter.with.this.Percent.of.account.balance 100
7 Minimum.profit.take 0.21
8 Profit.Take.Extension.Factor..PTEF.. 0.21
9 Dilute.retake.by.this.fraction 1
10 Percent.price.extention.to.re.enter 10
11 BB.Length.Bollinger.bands.to.Enter 45
12 BB.Number.of.SDs.to.Enter 2.5
13 BLAI.Timeframe 1 hour
14 BLAI.length 6
15 BLAISlow.Timeframe 1 hour
16 BLAISlow.length 60
17 Reversal.Positioning.PPO True
18 PPOthreshold -0.4
19 PPO.Entry.Timeframe 15 minutes
20 PPO.Entry.type.of.fast.moving.average Geometric_Mean
21 PPO.Entry.Fast.Length 8
22 PPO.Entry.type.of.slow.moving.average SMA
23 PPO.Entry.Slow.Length 300
24 BB.Exit.length 15
25 BB.Exit.number.of.SDs 1.5